+464.9%
AXP vs EFV
+163.3%
+301.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.8% |
| 7D | +0.6% | +1.0% | -0.4% | -0.6% |
| 30D | -4.3% | +0.2% | -4.5% | -4.6% |
| 3M | +4.7% | +9.6% | -4.9% | -6.6% |
| 6M | +9.0% | +14.0% | -5.1% | -8.0% |
| YTD | -11.1% | +18.5% | -29.6% | -28.8% |
| 1Y | +1.3% | +27.9% | -26.6% | -26.3% |
| 3Y | +114.5% | +92.4% | +22.0% | -8.4% |
| 5Y | +118.0% | +97.2% | +20.9% | -9.2% |
| 10Y | +464.9% | +163.0% | +301.9% | +65.8% |
| All | +464.9% | +163.3% | +301.6% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling